NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.98 |
94.16 |
-0.82 |
-0.9% |
94.91 |
| High |
95.32 |
94.53 |
-0.79 |
-0.8% |
95.73 |
| Low |
93.90 |
93.75 |
-0.15 |
-0.2% |
93.64 |
| Close |
94.18 |
94.26 |
0.08 |
0.1% |
94.99 |
| Range |
1.42 |
0.78 |
-0.64 |
-45.1% |
2.09 |
| ATR |
1.41 |
1.37 |
-0.05 |
-3.2% |
0.00 |
| Volume |
21,459 |
29,400 |
7,941 |
37.0% |
248,806 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.52 |
96.17 |
94.69 |
|
| R3 |
95.74 |
95.39 |
94.47 |
|
| R2 |
94.96 |
94.96 |
94.40 |
|
| R1 |
94.61 |
94.61 |
94.33 |
94.79 |
| PP |
94.18 |
94.18 |
94.18 |
94.27 |
| S1 |
93.83 |
93.83 |
94.19 |
94.01 |
| S2 |
93.40 |
93.40 |
94.12 |
|
| S3 |
92.62 |
93.05 |
94.05 |
|
| S4 |
91.84 |
92.27 |
93.83 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.06 |
100.11 |
96.14 |
|
| R3 |
98.97 |
98.02 |
95.56 |
|
| R2 |
96.88 |
96.88 |
95.37 |
|
| R1 |
95.93 |
95.93 |
95.18 |
96.41 |
| PP |
94.79 |
94.79 |
94.79 |
95.02 |
| S1 |
93.84 |
93.84 |
94.80 |
94.32 |
| S2 |
92.70 |
92.70 |
94.61 |
|
| S3 |
90.61 |
91.75 |
94.42 |
|
| S4 |
88.52 |
89.66 |
93.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.57 |
93.75 |
1.82 |
1.9% |
1.24 |
1.3% |
28% |
False |
True |
48,669 |
| 10 |
95.80 |
93.64 |
2.16 |
2.3% |
1.33 |
1.4% |
29% |
False |
False |
41,374 |
| 20 |
98.15 |
93.64 |
4.51 |
4.8% |
1.30 |
1.4% |
14% |
False |
False |
41,346 |
| 40 |
101.81 |
93.64 |
8.17 |
8.7% |
1.39 |
1.5% |
8% |
False |
False |
36,079 |
| 60 |
104.37 |
93.64 |
10.73 |
11.4% |
1.45 |
1.5% |
6% |
False |
False |
29,659 |
| 80 |
104.37 |
93.64 |
10.73 |
11.4% |
1.38 |
1.5% |
6% |
False |
False |
25,224 |
| 100 |
104.37 |
92.96 |
11.41 |
12.1% |
1.31 |
1.4% |
11% |
False |
False |
23,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.85 |
|
2.618 |
96.57 |
|
1.618 |
95.79 |
|
1.000 |
95.31 |
|
0.618 |
95.01 |
|
HIGH |
94.53 |
|
0.618 |
94.23 |
|
0.500 |
94.14 |
|
0.382 |
94.05 |
|
LOW |
93.75 |
|
0.618 |
93.27 |
|
1.000 |
92.97 |
|
1.618 |
92.49 |
|
2.618 |
91.71 |
|
4.250 |
90.44 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.22 |
94.66 |
| PP |
94.18 |
94.53 |
| S1 |
94.14 |
94.39 |
|